Derivatives Q1-06
Larrañaga
Emily.Abramsky
2006-05-22T14:13:33Z
2000-03-06T16:40:40Z
2010-12-20T18:27:16Z
11.9999
4770
15330
-165
3540
602
False
False
| TABLE 1 |
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
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|
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|
|
|
|
TOTAL |
|
|
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|
|
|
|
TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
|
|
|
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
2050701 |
3265587 |
3234648 |
32713014 |
8841689 |
2940784 |
279618 |
|
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
319675 |
659951 |
2658663 |
14785872 |
3947573 |
925246 |
349173 |
|
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653.411999997 |
778868.23499999999 |
494651.842 |
1809142.169 |
16246276.842 |
2221315.2420000001 |
826399.08199999994 |
168481.09 |
|
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
288244 |
905183 |
47734 |
1898176 |
690718 |
251983 |
10875 |
|
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639.4629999995 |
102818.647 |
132731.58600000001 |
266624.701 |
1902905.767 |
551419.87699999998 |
494138.88500000001 |
45590.828999999998 |
|
|
6 |
BANK OF NEW YORK |
NY |
87750 |
860075 |
79202 |
51408 |
88311 |
269261 |
370417 |
1476 |
15658 |
|
|
7 |
WELLS FARGO BANK NA |
SD |
415802 |
812784 |
103411 |
58177 |
310304 |
191525 |
145918 |
3449 |
13791 |
|
|
8 |
STATE STREET BANK&TRUST CO |
MA |
91926.883000000002 |
474570.66899999994 |
537 |
0 |
437893.07299999997 |
10216.441999999999 |
25829.153999999999 |
95 |
27170.383999999998 |
|
|
9 |
NATIONAL CITY BANK |
OH |
72949.010999999999 |
250870.758 |
11023 |
0 |
14845.32 |
72764.425000000003 |
151150.28099999999 |
1087.732 |
591.44100000000003 |
|
|
10 |
PNC BANK NATIONAL ASSN |
PA |
84414.442999999999 |
165480.889 |
18210.442999999999 |
32318.203000000001 |
3595.1039999999998 |
74556.192999999999 |
35036.521000000001 |
1764.425 |
929.96699999999998 |
|
|
11 |
LASALLE BANK NATIONAL ASSN |
IL |
75194.01 |
115425.792 |
28028.2 |
0 |
5.1280000000000001 |
79274.317999999999 |
7833.1459999999997 |
285 |
0 |
|
|
12 |
MELLON BANK NATIONAL ASSN |
PA |
24487.508000000002 |
114796.70700000001 |
6443.2 |
0 |
74632.089000000007 |
22548.280999999999 |
10598.643 |
574.49400000000003 |
14450.56 |
|
|
13 |
SUNTRUST BANK |
GA |
178281.55100000001 |
115120.258 |
3735.5230000000001 |
2274.5509999999999 |
16497.348999999998 |
70146.774999999994 |
21249.794000000002 |
1216.2660000000001 |
537.23500000000001 |
|
|
14 |
NATIONAL CITY BANK OF IN |
IN |
25651.594000000001 |
109045.236 |
250 |
700 |
14849.188 |
16974.714 |
76271.334000000003 |
0 |
0 |
|
|
15 |
KEYBANK NATIONAL ASSN |
OH |
88877.085000000006 |
96547.703999999998 |
11279 |
9 |
7436.4170000000004 |
66307.195999999996 |
4090.1790000000001 |
7425.9120000000003 |
960.05899999999997 |
|
|
16 |
NORTHERN TRUST CO |
IL |
41825.205999999998 |
66532.918000000005 |
0 |
0 |
62816.447 |
3399.5610000000001 |
151.66 |
165.25 |
6479.3329999999996 |
|
|
17 |
U S BANK NATIONAL ASSN |
OH |
208940.31200000001 |
51483.362000000001 |
1650 |
1900 |
7598.982 |
35289.928 |
4690.83 |
353.62199999999996 |
362.233 |
|
|
18 |
LASALLE BANK MIDWEST NA |
MI |
39443.618000000002 |
49373.782999999996 |
0 |
0 |
3394.0070000000001 |
43866.514999999999 |
2113.261 |
0 |
0 |
|
|
19 |
MERRILL LYNCH BANK USA |
UT |
62040.396999999997 |
52546.335999999996 |
24245 |
0 |
3803.3220000000001 |
16659.427 |
2320.7089999999998 |
5517.8779999999997 |
8.0000000000000002E-3 |
|
|
20 |
FIRST TENNESSEE BANK NA |
TN |
36999.286 |
29663.912999999997 |
8650.5 |
0 |
10279.937 |
6428.3029999999999 |
4305.1729999999998 |
0 |
0.46100000000000002 |
|
|
21 |
FIFTH THIRD BANK |
OH |
57681.559000000001 |
27763.373 |
0 |
0 |
7529.8429999999998 |
16769.698 |
3378.424 |
85.408000000000001 |
207.6 |
|
|
22 |
REGIONS BANK |
AL |
80357.053 |
26557.557000000001 |
6387 |
0 |
1304.4970000000001 |
16919.348000000002 |
1871.712 |
75 |
0.84299999999999997 |
|
|
23 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36034 |
30765 |
0 |
0 |
1114 |
19810 |
4478 |
5363 |
303 |
|
|
24 |
FREMONT INVESTMENT&LOAN |
CA |
12856.49 |
25189.144 |
22522 |
0 |
2667.1439999999998 |
0 |
0 |
0 |
0 |
|
|
25 |
BRANCH BANKING&TRUST CO |
NC |
81169.437000000005 |
24233.409 |
0 |
0 |
3761.2629999999999 |
12799.504999999999 |
7672.6409999999996 |
0 |
35.503999999999998 |
|
|
|
|
|
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|
|
|
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|
|
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|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
5405674.4570000004 |
109751559.68299998 |
3865880.7480000001 |
5604891.182 |
9089449.9800000023 |
68591761.23800002 |
17132091.581 |
5467484.953999999 |
935215.5469999999 |
| OTHER 857 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
2425934.943 |
431504.31700001657 |
13367.551999999676 |
1157.00800000038 |
74947.349999997765 |
285603.67199997604 |
51418.278999999166 |
5010.176000000909 |
2980.063000000082 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
7831609.4000000004 |
110183064 |
3879248.3 |
5606048.1900000004 |
9164397.3300000001 |
68877364.909999996 |
17183509.859999999 |
5472495.1299999999 |
938195.61 |
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|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
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|
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|
|
| Data source: Call Report, schedule RC-L |
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|
|
|
63
600
600
75
3
30
12
False
False
| TABLE 2 |
|
| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS OF THE 25 |
| HOLDING COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
CREDIT |
|
|
|
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
|
RANK |
HOLDING COMPANY |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
JPMORGAN CHASE & CO. |
NY |
1273282 |
53760802 |
2125804 |
3744636 |
3484994 |
32718147 |
8839280 |
2847941 |
279618 |
|
|
|
2 |
CITIGROUP INC. |
NY |
1586201 |
25318298 |
619728 |
1191821 |
3307109 |
14842232 |
4235770 |
1121638 |
311043 |
|
|
|
3 |
BANK OF AMERICA CORPORATION |
NC |
1375923.314 |
23245886.460000001 |
854306.9219999999 |
556464.02500000002 |
2619099.577 |
16184528.618000001 |
2218159.8149999999 |
813327.50299999991 |
168470.18 |
|
|
|
4 |
WACHOVIA CORPORATION |
NC |
541842 |
4111838 |
289853 |
952807 |
49401 |
1876862 |
690934 |
251981 |
10875 |
|
|
|
5 |
HSBC NORTH AMERICA HOLDINGS INC. |
IL |
441995.85800000001 |
3449988.5810000002 |
122804.58499999999 |
168266.58600000001 |
283670.55099999998 |
1839093.2820000001 |
546804.81799999997 |
489348.75900000002 |
45891.79 |
|
|
|
6 |
BANK OF NEW YORK COMPANY, INC., THE |
NY |
103709 |
852865 |
79202 |
51408 |
86210 |
264134 |
370418 |
1493 |
14775 |
|
|
|
7 |
WELLS FARGO & COMPANY |
CA |
492428 |
794532 |
104420 |
58366 |
310309 |
182265 |
133583 |
5589 |
13791 |
|
|
|
8 |
TAUNUS CORPORATION |
NY |
391780 |
623350 |
90301 |
108203 |
308734 |
80263 |
20737 |
15112 |
2838 |
|
|
|
9 |
COUNTRYWIDE FINANCIAL CORPORATION |
CA |
177592.05600000001 |
588542.03500000003 |
100433 |
41885.072 |
257258.27100000001 |
98745.938000000009 |
88130.254000000001 |
2089.5 |
0 |
|
|
|
10 |
STATE STREET CORPORATION |
MA |
104186.982 |
473620.66899999999 |
537 |
0 |
437893.07299999997 |
9266.4420000000009 |
25829.154000000002 |
95 |
27170.383999999998 |
|
|
|
11 |
NATIONAL CITY CORPORATION |
OH |
140243.36199999999 |
175245.56599999999 |
10773 |
700 |
17494.508000000002 |
51321.282999999996 |
93605.842999999993 |
1350.932 |
591.44100000000003 |
|
|
|
12 |
ABN AMRO NORTH AMERICA HOLDING COMPANY |
IL |
153083.04699999999 |
177534.37199999997 |
28028.2 |
0 |
3399.1350000000002 |
130047.348 |
9985.9439999999995 |
6073.7449999999999 |
0 |
|
|
|
13 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
93308.062999999995 |
162757.239 |
18441.954999999998 |
34071.743000000002 |
3595.1039999999998 |
70131.567999999999 |
34875.277000000002 |
1641.5919999999999 |
929.96699999999998 |
|
|
|
14 |
SUNTRUST BANKS, INC. |
GA |
178876.476 |
113644.57300000002 |
3735.5230000000001 |
2274.5509999999999 |
16497.348999999998 |
68771.09 |
21149.794000000002 |
1216.2660000000001 |
537.23500000000001 |
|
|
|
15 |
MELLON FINANCIAL CORPORATION |
PA |
38055.875 |
112628.144 |
6449.2 |
0 |
74564.801999999996 |
20441.005000000001 |
10598.643 |
574.49400000000003 |
14450.56 |
|
|
|
16 |
KEYCORP |
OH |
93076.161999999997 |
99495.871000000014 |
11509.4 |
9 |
7436.4170000000004 |
69024.963000000003 |
4090.1790000000001 |
7425.9120000000003 |
960.05899999999997 |
|
|
|
17 |
METLIFE, INC. |
NY |
499102.12800000003 |
95374.634999999995 |
1424.6369999999999 |
0 |
7508.9069999999992 |
37746.743000000002 |
42974.703999999998 |
5719.6440000000002 |
0 |
|
|
|
18 |
BARCLAYS GROUP US INC. |
DE |
280229.58899999998 |
72125.172999999995 |
61753.5 |
0 |
0 |
5679.2730000000001 |
4270.4 |
422 |
0 |
|
|
|
19 |
NORTHERN TRUST CORPORATION |
IL |
50194.942999999999 |
66534.801000000007 |
0 |
0 |
62816.447 |
3399.5609999999997 |
153.54300000000001 |
165.25 |
6479.3329999999996 |
|
|
|
20 |
U.S. BANCORP |
MN |
209907 |
55311 |
1650 |
1900 |
7599 |
39118 |
4691 |
353 |
362 |
|
|
|
21 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
160118.11199999999 |
38651.870999999999 |
0 |
0 |
2989.248 |
33995.777000000002 |
1663.807 |
3.0389999999999997 |
49.613999999999997 |
|
|
|
22 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
89273.078999999998 |
31245.189000000002 |
0 |
0 |
984.11199999999997 |
30198.613000000001 |
62.463999999999999 |
0 |
0 |
|
|
|
23 |
FIRST HORIZON NATIONAL CORPORATION |
TN |
37303.440000000002 |
30063.913 |
8650.5 |
0 |
10279.937 |
6828.3029999999999 |
4305.1729999999998 |
0 |
0.46100000000000002 |
|
|
|
24 |
FIFTH THIRD BANCORP |
OH |
105044.474 |
26994.977999999999 |
0 |
0 |
7529.8430000000008 |
15769.698 |
3510.2429999999999 |
185.19399999999999 |
207.6 |
|
|
|
25 |
BOK FINANCIAL CORPORATION |
OK |
16318.529 |
23955.731999999996 |
272.60599999999999 |
149.62799999999999 |
16025.892 |
5065.1120000000001 |
2442.4939999999997 |
0 |
0.68700000000000006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
| TOTALS FOR THE TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
|
8633074.4889999963 |
114501285.80199999 |
4540078.0279999999 |
6912961.6049999995 |
11383399.172999999 |
68683075.617000028 |
17408025.548999999 |
5573745.8299999991 |
899041.31099999987 |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Y-9 report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives. |
|
| Note: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-F |
|
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|
|
|
|
|
|
|
60
600
600
75
3
40
9
False
False
| TABLE 3 |
|
| DISTRIBUTION OF DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE:DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
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|
|
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
|
|
|
|
TOTAL |
TOTAL |
EXCH TRADED |
OTC |
INT RATE |
FOREIGN EXCH |
OTHER |
CREDIT |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
DERIVATIVES |
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
|
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|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
10.021953789419506 |
89.978046210580501 |
83.878805551130185 |
7.7535011173137915 |
2.8239001148107574 |
5.5437932167452644 |
|
|
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
4.2049484525462102 |
95.795051547453795 |
82.551189038235862 |
12.802680862498057 |
0.67460245920286666 |
3.9715276400632185 |
|
|
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653.411999997 |
5.6912892806260542 |
94.308710719373948 |
87.142856328743335 |
8.4611498160161087 |
0.70286304258373344 |
3.6931308126568396 |
|
|
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
29.236058067073358 |
70.763941932926642 |
88.871710650415309 |
2.2398125642142479 |
2.7155063230670562 |
6.1729704623033888 |
|
|
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639.4629999995 |
6.826277724048623 |
93.173722275951377 |
71.054302580437408 |
11.98312206864134 |
2.6423633931529058 |
14.320211957768365 |
|
|
|
6 |
BANK OF NEW YORK |
NY |
87750 |
860075 |
15.18588495189373 |
84.814115048106274 |
89.317094439438421 |
9.885300700520304 |
0.6259919193093626 |
0.17161294073191291 |
|
|
|
7 |
WELLS FARGO BANK NA |
SD |
415802 |
812784 |
19.880804740250792 |
80.119195259749205 |
87.249749010807292 |
5.083269355695978 |
7.2426376503474472 |
0.42434398314927457 |
|
|
|
8 |
STATE STREET BANK&TRUST CO |
MA |
91926.883000000002 |
474570.66899999994 |
0.11315490717779697 |
99.886845092822199 |
2.9164944030706628 |
97.063487503480772 |
0 |
2.0018093448586054E-2 |
|
|
|
9 |
NATIONAL CITY BANK |
OH |
72949.010999999999 |
250870.758 |
4.3938959199062966 |
95.606104080093687 |
98.725710790095363 |
0.84070659203732301 |
0 |
0.43358261786732433 |
|
|
|
10 |
PNC BANK NATIONAL ASSN |
PA |
84414.442999999999 |
165480.889 |
30.534429870025658 |
69.465570129974353 |
88.987025565230084 |
8.7416722785432945 |
1.2050612080045087 |
1.0662409482221238 |
|
|
|
11 |
LASALLE BANK NATIONAL ASSN |
IL |
75194.01 |
115425.792 |
24.282441137592542 |
75.717558862407444 |
99.193049504914811 |
4.4426812336708938E-3 |
0.55559592781481637 |
0.24691188603670139 |
|
|
|
12 |
MELLON BANK NATIONAL ASSN |
PA |
24487.508000000002 |
114796.70700000001 |
5.6127045525791948 |
94.387295447420811 |
28.047913430130009 |
69.857042153656892 |
1.5945997475345699 |
0.50044466867851878 |
|
|
|
13 |
SUNTRUST BANK |
GA |
178281.55100000001 |
115120.258 |
5.2206919133207643 |
94.779308086679237 |
85.587465413776258 |
4.3063923640615887 |
9.0496244370821319 |
1.056517785080016 |
|
|
|
14 |
NATIONAL CITY BANK OF IN |
IN |
25651.594000000001 |
109045.236 |
0.87119807783257941 |
99.128801922167426 |
100 |
0 |
0 |
0 |
|
|
|
15 |
KEYBANK NATIONAL ASSN |
OH |
88877.085000000006 |
96547.703999999998 |
11.691629663197377 |
88.308370336802625 |
81.528321999247126 |
10.602094690931231 |
0.17813991723718256 |
7.6914433925844579 |
|
|
|
16 |
NORTHERN TRUST CO |
IL |
41825.205999999998 |
66532.918000000005 |
0 |
100 |
4.5295668529073074 |
95.222059853139157 |
0 |
0.24837329395352836 |
|
|
|
17 |
U S BANK NATIONAL ASSN |
OH |
208940.31200000001 |
51483.362000000001 |
6.8954315765159233 |
93.104568423484096 |
90.730867576208411 |
8.509927925841362 |
7.233793317538198E-2 |
0.68686656477484886 |
|
|
|
18 |
LASALLE BANK MIDWEST NA |
MI |
39443.618000000002 |
49373.782999999996 |
0 |
100 |
99.60358719120228 |
0 |
0.39641280879773788 |
0 |
|
|
|
19 |
MERRILL LYNCH BANK USA |
UT |
62040.396999999997 |
52546.335999999996 |
46.140229453867157 |
53.85977054613285 |
80.271111576647328 |
6.7051716032113076 |
2.5227410718037504 |
10.50097574833762 |
|
|
|
20 |
FIRST TENNESSEE BANK NA |
TN |
36999.286 |
29663.912999999997 |
29.16169555917994 |
70.838304440820053 |
99.989670951367756 |
1.0329048632255632E-2 |
0 |
0 |
|
|
|
21 |
FIFTH THIRD BANK |
OH |
57681.559000000001 |
27763.373 |
0 |
100 |
70.227198258655378 |
29.465173413907596 |
0 |
0.30762832743701568 |
|
|
|
22 |
REGIONS BANK |
AL |
80357.053 |
26557.557000000001 |
24.049651856155293 |
75.950348143844707 |
99.467827556578328 |
0.24976694957295956 |
0 |
0.28240549384870001 |
|
|
|
23 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36034 |
30765 |
0 |
100 |
33.687632049406794 |
11.747115228343898 |
37.13310580204778 |
17.432146920201529 |
|
|
|
24 |
FREMONT INVESTMENT&LOAN |
CA |
12856.49 |
25189.144 |
89.411533794082089 |
10.588466205917914 |
100 |
0 |
0 |
0 |
|
|
|
25 |
BRANCH BANKING&TRUST CO |
NC |
81169.437000000005 |
24233.409 |
0 |
100 |
98.900101095970456 |
1.099898904029557 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
5405674.4570000004 |
109751559.68299998 |
9470771.9299999997 |
100280788 |
91901174 |
10276167.550000001 |
2106733.17 |
5467484.9500000002 |
|
| OTHER 857 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
2425934.943 |
431504.31700001657 |
14524.560000000522 |
416979 |
377707.12000000477 |
33383.580000000075 |
15403.180000000168 |
5010.179999999702 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
7831609.4000000004 |
110183064 |
9485296.4900000002 |
100697767 |
92278881.120000005 |
10309551.130000001 |
2122136.35 |
5472495.1299999999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TC: % OF ALL 882 BKS &TCs WITH DERIVATIVES |
|
|
|
|
99.608375097465057 |
8.5954878963975805 |
91.012887425239882 |
83.407713185394812 |
9.3264492535803871 |
1.912029937740704 |
4.9621827089506247 |
| OTHER 857 COMMERCIAL BANKS & TCS: % OF ALL 882 BKS &TCs WITH DERIVATIVES |
|
|
|
|
0.39162490253494542 |
1.3182207385338748E-2 |
0.3784420081111558 |
0.34279961573768247 |
3.0298286132249937E-2 |
1.3979625761723388E-2 |
4.5471416550911144E-3 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCS: % OF ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
|
100 |
8.6086701037829183 |
91.391329433351032 |
83.750512801132487 |
9.3567475397126376 |
1.9260095635024275 |
4.9667298506057156 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here. |
|
|
|
|
|
|
|
|
|
|
|
| Note: "Foreign Exchange" does not include spot fx. |
|
|
|
|
|
|
|
|
|
|
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
65
600
600
75
3
46
10
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURE OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE:DATA ARE PRELIMINARY |
|
|
|
|
|
BILATERALLY |
FUTURE |
TOTAL CREDIT |
TOTAL CREDIT |
|
|
|
|
|
NETTED |
EXPOSURE |
EXPOSURE |
EXPOSURE |
|
|
|
TOTAL |
TOTAL |
CURRENT |
(NEW RBC |
FROM ALL |
TO CAPITAL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
EXPOSURE |
ADD ON) |
CONTRACTS |
RATIO |
|
|
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
73950 |
548997.06499999994 |
622947.06499999994 |
730.91831909701034 |
| 2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
43489 |
236684.28 |
280173.28 |
402.86617298152282 |
| 3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653.411999997 |
30392.704000000002 |
192710.19900999998 |
223102.90300999998 |
259.20809739526322 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
10210 |
41542.065000000002 |
51752.065000000002 |
112.03928254421858 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639.4629999995 |
10797.572 |
74075.467104999989 |
84873.039104999989 |
575.33745451678635 |
| 6 |
BANK OF NEW YORK |
NY |
87750 |
860075 |
2462 |
3758.9 |
6220.9 |
75.450576106731347 |
| 7 |
WELLS FARGO BANK NA |
SD |
415802 |
812784 |
3562 |
8350.4650000000001 |
11912.465 |
33.802857467154737 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
91926.883000000002 |
474570.66899999994 |
2346.9540000000002 |
3847.3717900000001 |
6194.3257900000008 |
107.01729411484214 |
| 9 |
NATIONAL CITY BANK |
OH |
72949.010999999999 |
250870.758 |
1259.8810000000001 |
825.69244000000003 |
2085.5734400000001 |
29.154265857691655 |
| 10 |
PNC BANK NATIONAL ASSN |
PA |
84414.442999999999 |
165480.889 |
1080.63 |
965.85212499999989 |
2046.482125 |
24.843015112551431 |
| 11 |
LASALLE BANK NATIONAL ASSN |
IL |
75194.01 |
115425.792 |
164.55099999999999 |
753.73757999999998 |
918.28857999999991 |
13.329575419510165 |
| 12 |
MELLON BANK NATIONAL ASSN |
PA |
24487.508000000002 |
114796.70700000001 |
551.64499999999998 |
874.93957499999988 |
1426.5845749999999 |
48.692283524177107 |
| 13 |
SUNTRUST BANK |
GA |
178281.55100000001 |
115120.258 |
1993.2739999999999 |
1101.9044899999999 |
3095.1784899999998 |
18.479432175021355 |
| 14 |
NATIONAL CITY BANK OF IN |
IN |
25651.594000000001 |
109045.236 |
298.41500000000002 |
360.95386999999999 |
659.36887000000002 |
33.428520223840721 |
| 15 |
KEYBANK NATIONAL ASSN |
OH |
88877.085000000006 |
96547.703999999998 |
822.22299999999996 |
1263.1630599999999 |
2085.3860599999998 |
18.778664218778392 |
| 16 |
NORTHERN TRUST CO |
IL |
41825.205999999998 |
66532.918000000005 |
564.31100000000004 |
622.14951999999994 |
1186.4605200000001 |
38.161562099756651 |
| 17 |
U S BANK NATIONAL ASSN |
OH |
208940.31200000001 |
51483.362000000001 |
426.96 |
370.63466 |
797.59465999999998 |
4.0728442466221741 |
| 18 |
LASALLE BANK MIDWEST NA |
MI |
39443.618000000002 |
49373.782999999996 |
27.483000000000001 |
391.24545000000001 |
418.72845000000001 |
8.816672211366777 |
| 19 |
MERRILL LYNCH BANK USA |
UT |
62040.396999999997 |
52546.335999999996 |
475.28199999999998 |
706.95309000000009 |
1182.2350900000001 |
18.395166456377975 |
| 20 |
FIRST TENNESSEE BANK NA |
TN |
36999.286 |
29663.912999999997 |
46.84 |
71.27946 |
118.11946 |
3.3675668078188803 |
| 21 |
FIFTH THIRD BANK |
OH |
57681.559000000001 |
27763.373 |
274.27800000000002 |
316.17840999999999 |
590.45641000000001 |
9.4137714591641739 |
| 22 |
REGIONS BANK |
AL |
80357.053 |
26557.557000000001 |
147.482 |
143.94009499999999 |
291.42209500000001 |
3.6788575021668777 |
| 23 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36034 |
30765 |
218 |
1572.89 |
1790.89 |
22.695349131922441 |
| 24 |
FREMONT INVESTMENT&LOAN |
CA |
12856.49 |
25189.144 |
7.9109999999999996 |
0 |
7.9109999999999996 |
0.46859479019262079 |
| 25 |
BRANCH BANKING&TRUST CO |
NC |
81169.437000000005 |
24233.409 |
236.07499999999999 |
147.20003 |
383.27503000000002 |
5.991177404802384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average% |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
5405674.4570000004 |
109751559.68299998 |
185805.47099999999 |
1120454.5267599998 |
1306259.9977599997 |
103.94 |
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2425934.943 |
431504.31700001657 |
3346.8990000000049 |
3839.9232400001492 |
7186.8322400003672 |
N/A |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
7831609.4000000004 |
110183064 |
189152.37 |
1124294.45 |
1313446.83 |
3.9350000000000001 |
|
|
|
|
|
Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
|
|
|
|
EXPOSURE TO RISK |
|
|
EXPOSURES FROM OTHER ASSETS |
BASED CAPITAL: |
|
|
ALL COMMERCIAL BANKS |
ALL BANKS |
|
|
1-4 FAMILY MORTGAGES |
1.90072 |
|
|
C&I LOANS |
1.2088000000000001 |
|
|
SECURITIES NOT IN TRADING ACCOUNT |
1.8455999999999999 |
|
|
|
|
|
|
| Note: The numbers reported above for future credit exposures reflect gross add-ons. |
|
| Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). |
|
| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Source: Call Report Schedule RC-R |
|
|
|
|
|
|
|
|
64
600
600
75
3
43
8
False
False
| TABLE 5 |
|
|
| NOTIONAL AMOUNTS OF DERIVATIVES CONTRACTS HELD FOR TRADING OF THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
|
|
|
HELD FOR |
HELD FOR |
NOT |
NOT |
|
|
|
|
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADED |
TRADED |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM |
MTM |
|
|
|
|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
50105639 |
49962821 |
99.714966213683056 |
142818 |
0.28503378631694526 |
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
22371734 |
21849652 |
97.666331988392145 |
522082 |
2.3336680116078621 |
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
21550254.329999998 |
21230762.743000001 |
98.517457928302804 |
319491.58799999999 |
1.4825420763375279 |
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
3830055 |
3670392 |
95.831313127357177 |
159663 |
4.1686868726428212 |
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
2956500.5779999997 |
2925264.9180000001 |
98.943492173401509 |
31235.66 |
1.0565078265985037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3602993.014 |
100814182.90799999 |
99638892.660999998 |
98.834201485248826 |
1175290.2479999999 |
1.1657985157431021 |
|
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4228616.3859999999 |
3896386.0920000076 |
2481341.3390000015 |
63.683148446060024 |
1414954.8219999999 |
36.314543492113387 |
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
5405674.4570000004 |
104284075 |
101964018 |
97.775252837022336 |
2320056.45 |
2.2247466355721142 |
|
| OTHER 857 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2425934.943 |
426494 |
156216 |
36.627947872654715 |
270188.61999999965 |
63.351095208842246 |
|
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
7831609.4000000004 |
104710569 |
102120234 |
97.526195278339088 |
2590245.07 |
2.4737188373028514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
71
600
600
75
3
18
7
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS OF THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
TRADED : |
TRADED : |
NOT TRADED : |
NOT TRADED : |
|
|
|
|
|
|
(MTM) |
(MTM) |
(MTM) |
(MTM) |
|
|
|
|
|
|
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
|
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
|
|
|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
50105639 |
628360 |
626893 |
590 |
583 |
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
22371734 |
224144 |
222639 |
2700 |
1731 |
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
21550254.329999998 |
250335.011 |
238785.226 |
3063.4670000000001 |
2476.7860000000001 |
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
3830055 |
30517 |
29100 |
1162 |
1395 |
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
2956500.5779999997 |
36442.366999999998 |
35916.506999999998 |
269.04399999999998 |
169.755 |
|
|
|
|
|
|
|
|
TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3602993.014 |
100814182.90799999 |
1169798.378 |
1153333.733 |
7784.5110000000004 |
6355.5410000000002 |
|
OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4228616.3859999999 |
3896386.0920000076 |
21691.571999999927 |
21722.29700000002 |
7695.3490000000002 |
9210.2089999999989 |
|
TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
7831609.4000000004 |
104710569 |
1191489.95 |
1175056.03 |
15479.86 |
15565.75 |
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by gross negative and positive fair values. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| *Market value of contracts that have a positive fair value as of the end of the first quarter, 2006. |
|
| **Market value of contracts that have a negative fair value as of the end of the first quarter, 2006. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
73
600
600
75
3
23
8
False
False
| TABLE 7 |
|
| TRADING REVENUE FROM CASH INSTRUMENTS AND DERIVATIVES OF THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
|
| NOTE: REVENUE FIGURES ARE FOR FIRST QUARTER (NOT YEAR-TO-DATE) |
| DATA ARE PRELIMINARY |
|
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
|
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
|
|
|
|
|
|
|
|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
50105639 |
2777 |
1014 |
560 |
1017 |
186 |
|
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
22371734 |
908 |
-391 |
879 |
441 |
-21 |
|
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
21550254.329999998 |
875.39499999999998 |
315.13099999999997 |
282.00900000000001 |
201.14 |
77.114999999999995 |
|
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
3830055 |
146 |
70 |
32 |
33 |
11 |
|
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
2956500.5779999997 |
194.47899999999998 |
101.148 |
44.517000000000003 |
-3.052 |
51.866 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3602993.014 |
100814182.90799999 |
4900.8740000000007 |
1109.279 |
1797.5260000000001 |
1689.088 |
304.98099999999999 |
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4228616.3859999999 |
3896386.0920000076 |
771.74599999999919 |
137.26099999999997 |
512.35400000000004 |
114.31200000000013 |
7.8109999999999786 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
7831609.4000000004 |
104710569 |
5672.62 |
1246.54 |
2309.88 |
1803.4 |
312.79199999999997 |
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include trading revenues from credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments." |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-I |
|
|
|
|
|
|
|
|
|
|
67
600
600
75
3
21
11
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
INT RATE |
INT RATE |
INT RATE |
INT RATE |
FOREIGN EXCH |
FOREIGN EXCH |
FOREIGN EXCH |
FOREIGN EXCH |
|
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
8149450 |
16021616 |
11705416 |
35876482 |
2227957 |
703287 |
343508 |
3274752 |
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
7124958 |
5561983 |
3880692 |
16567633 |
1973423 |
387041 |
185600 |
2546064 |
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653 |
3821334.1830000002 |
5036572.8459999999 |
3596212.31 |
12454119.339 |
1174880.2549999999 |
235821.198 |
128647.70600000001 |
1539349.159 |
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
431514 |
951141 |
729140 |
2111795 |
54286 |
20194 |
9060 |
83540 |
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639 |
329516.984 |
930817.21299999999 |
757977.97199999995 |
2018312.1689999998 |
222346.899 |
82657.361999999994 |
43810.817999999999 |
348815.07900000003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
3602993.014 |
106252733 |
19856773.166999999 |
28502130.059 |
20669438.281999998 |
69028341.508000001 |
5652893.1540000001 |
1429000.56 |
710626.52399999998 |
7792520.2379999999 |
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
4228616.3859999999 |
3930331 |
843389.54300000146 |
813018.80099999905 |
473098.62800000235 |
2129506.9720000029 |
625589.70600000024 |
26142.760000000009 |
10537.156000000075 |
662269.62200000137 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
7831609.4000000004 |
110183064 |
20700162.710000001 |
29315148.859999999 |
21142536.91 |
71157848.480000004 |
6278482.8600000003 |
1455143.32 |
721163.68 |
8454789.8600000013 |
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
56
600
600
75
3
25
14
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
GOLD |
GOLD |
GOLD |
GOLD |
PREC METALS |
PREC METALS |
PREC METALS |
PREC METALS |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
30455 |
20704 |
2045 |
53204 |
5175 |
614 |
16 |
5805 |
| 2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
3215 |
5467 |
383 |
9065 |
104 |
48 |
0 |
152 |
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653 |
126.96599999999999 |
0 |
0 |
126.96599999999999 |
190.685 |
5.9 |
0 |
196.58500000000001 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639 |
15003.736999999999 |
6485.8810000000003 |
0 |
21489.617999999999 |
8499.5509999999995 |
299.947 |
0 |
8799.4979999999996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
3602993.014 |
106252733 |
48800.703000000001 |
32656.881000000001 |
2428 |
83885.584000000003 |
13969.236000000001 |
967.84699999999998 |
16 |
14953.082999999999 |
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4228616.3859999999 |
3930331 |
27.386999999995169 |
1.66899999999805 |
0 |
29.055999999996857 |
3.9999999989959178E-3 |
0 |
0 |
4.0000000008149073E-3 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
7831609.4000000004 |
110183064 |
48828.09 |
32658.55 |
2428 |
83914.64 |
13969.24 |
967.84699999999998 |
16 |
14953.087 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
|
|
|
|
|
|
|
|
|
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
75
3
20
11
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
OTHER COMM |
OTHER COMM |
OTHER COMM |
OTHER COMM |
EQUITY |
EQUITY |
EQUITY |
EQUITY |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| |
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
|
|
|
|
|
|
|
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
118076 |
96654 |
2806 |
217536 |
165564 |
125415 |
16573 |
307552 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
9004 |
6285 |
136 |
15425 |
40029 |
31780 |
10128 |
81937 |
| 3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653 |
3830.0810000000001 |
1917.087 |
65.415000000000006 |
5812.5829999999996 |
33330.796999999999 |
12138.862999999999 |
3947.0450000000001 |
49416.704999999994 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
2940 |
4334 |
1365 |
8639 |
35078 |
12788 |
555 |
48421 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639 |
5272.04 |
0 |
0 |
5272.04 |
5296.8280000000004 |
11636.079 |
2018.163 |
18951.07 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3602993.014 |
106252733 |
139122.12100000001 |
109190.087 |
4372.415 |
252684.62300000002 |
279298.625 |
193757.94200000001 |
33221.207999999999 |
506277.77500000002 |
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4228616.3859999999 |
3930331 |
45052.308999999979 |
16801.282999999996 |
723.55500000000029 |
62577.146999999939 |
9419.664999999979 |
6645.7779999999912 |
1057.8320000000022 |
17123.274999999965 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
7831609.4000000004 |
110183064 |
184174.43 |
125991.37 |
5095.97 |
315261.76999999996 |
288718.29 |
200403.72 |
34279.040000000001 |
523401.05 |
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
| Note: Numbers may not add due to rounding. |
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58
600
600
75
3
23
13
False
False
| TABLE 11 |
|
| NOTIONAL AMOUNT OF CREDIT DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 5 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
CREDIT DERIVATIVES |
CREDIT DERIVATIVES |
|
|
|
|
INVESTMENT GRADE |
SUB-INVESTMENT GRADE |
|
TOTAL |
TOTAL |
TOTAL CREDIT |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| |
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
|
|
|
|
|
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
2940784 |
39746 |
523851 |
188756 |
752353 |
25994 |
517499 |
232547 |
776040 |
|
|
| 2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
925246 |
47572 |
434167 |
119509 |
601248 |
19951 |
225481 |
73930 |
319362 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653 |
826399.08199999994 |
23292.164000000001 |
496144.52600000001 |
126797.023 |
646233.71299999999 |
25111.162 |
104863.14 |
50191.065000000002 |
180165.367 |
|
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
251983 |
37742 |
145626 |
28263 |
211631 |
2084 |
19150 |
1119 |
22353 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639 |
494138.88500000001 |
2794.5520000000001 |
271198.09299999999 |
156327.677 |
430320.32200000004 |
6618.3760000000002 |
46553.449000000001 |
10646.737999999999 |
63818.562999999995 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3602993.014 |
106252733 |
5438550.9670000002 |
151146.71599999999 |
1870986.6189999999 |
619652.7 |
2641786.0350000001 |
79758.538 |
913546.58900000004 |
368433.80300000001 |
1361738.9300000002 |
| OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4228616.3859999999 |
3930331 |
33944.162999999709 |
4601.7440000000061 |
14754.810999999987 |
6240.7100000000792 |
25597.264999999665 |
946.75199999999313 |
5586.6609999999637 |
612.99699999997392 |
7146.4099999999162 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
7831609.4000000004 |
110183064 |
5472495.1299999999 |
155748.46 |
1885741.43 |
625893.41 |
2667383.3 |
80705.29 |
919133.25 |
369046.8 |
1368885.34 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
54
600
600
75
3
21
12
False
False
| TABLE 12 |
|
| DISTRIBUTION OF CREDIT DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2006, $ MILLIONS |
| NOTE:DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CREDIT |
BOUGHT |
SOLD |
|
|
|
|
TOTAL |
TOTAL |
TOTAL |
DERIVATIVES |
CREDIT |
TOTAL |
OTHER |
CREDIT |
TOTAL |
OTHER |
|
|
|
|
|
|
CREDIT |
|
|
DEFAULT |
RETURN |
CREDIT |
CREDIT |
DEFAULT |
RETURN |
CREDIT |
CREDIT |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERVATIVES |
BOUGHT |
SOLD |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
JPMORGAN CHASE BANK NA |
OH |
1093394 |
53046423 |
2940784 |
1482213 |
1458571 |
1437836 |
15442 |
16472 |
12463 |
1435005 |
1534 |
19127 |
2905 |
|
|
|
|
2 |
CITIBANK NATIONAL ASSN |
NY |
749335 |
23296980 |
925246 |
498967 |
426279 |
478678 |
19026 |
506 |
757 |
415098 |
9681 |
1500 |
0 |
|
|
|
3 |
BANK OF AMERICA NA |
NC |
1104944.125 |
22376653.411999997 |
826399.08199999994 |
384804.29300000001 |
441594.78899999999 |
373092.26699999999 |
10873.425999999999 |
838.6 |
0 |
399549.522 |
41980.767 |
64.5 |
0 |
|
|
4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
496566 |
4082038 |
251983 |
144551 |
107432 |
120479 |
22007 |
0 |
2065 |
92544 |
14888 |
0 |
0 |
|
|
5 |
HSBC BANK USA NATIONAL ASSN |
DE |
158753.889 |
3450639.4629999995 |
494138.88500000001 |
222336.70499999999 |
271802.18 |
214810.75 |
7525.9549999999999 |
0 |
0 |
265390.52500000002 |
6411.6549999999997 |
0 |
0 |
|
|
6 |
BANK OF NEW YORK |
NY |
87750 |
860075 |
1476 |
1297 |
179 |
1023 |
274 |
0 |
0 |
179 |
0 |
0 |
0 |
|
|
7 |
WELLS FARGO BANK NA |
SD |
415802 |
812784 |
3449 |
1768 |
1681 |
1768 |
0 |
0 |
0 |
1681 |
0 |
0 |
0 |
|
|
8 |
STATE STREET BANK&TRUST CO |
MA |
91926.883000000002 |
474570.66899999994 |
95 |
95 |
0 |
95 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
9 |
NATIONAL CITY BANK |
OH |
72949.010999999999 |
250870.758 |
1087.732 |
454.10500000000002 |
633.62699999999995 |
454.10500000000002 |
0 |
0 |
0 |
633.62699999999995 |
0 |
0 |
0 |
|
|
10 |
PNC BANK NATIONAL ASSN |
PA |
84414.442999999999 |
165480.889 |
1764.425 |
1426.425 |
338 |
1426.425 |
0 |
0 |
0 |
338 |
0 |
0 |
0 |
|
|
11 |
LASALLE BANK NATIONAL ASSN |
IL |
75194.01 |
115425.792 |
285 |
285 |
0 |
285 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
12 |
MELLON BANK NATIONAL ASSN |
PA |
24487.508000000002 |
114796.70700000001 |
574.49400000000003 |
574.49400000000003 |
0 |
574.49400000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
13 |
SUNTRUST BANK |
GA |
178281.55100000001 |
115120.258 |
1216.2660000000001 |
719.13300000000004 |
497.13299999999998 |
719.13300000000004 |
0 |
0 |
0 |
497.13299999999998 |
0 |
0 |
0 |
|
|
14 |
NATIONAL CITY BANK OF IN |
IN |
25651.594000000001 |
109045.236 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
15 |
KEYBANK NATIONAL ASSN |
OH |
88877.085000000006 |
96547.703999999998 |
7425.9120000000003 |
3703.7060000000001 |
3722.2060000000001 |
3703.7060000000001 |
0 |
0 |
0 |
3622.2060000000001 |
100 |
0 |
0 |
|
|
16 |
NORTHERN TRUST CO |
IL |
41825.205999999998 |
66532.918000000005 |
165.25 |
165.25 |
0 |
165.25 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
17 |
U S BANK NATIONAL ASSN |
OH |
208940.31200000001 |
51483.362000000001 |
353.62199999999996 |
148.351 |
205.27099999999999 |
0 |
0 |
0 |
148.351 |
0 |
0 |
0 |
205.27099999999999 |
|
|
18 |
LASALLE BANK MIDWEST NA |
MI |
39443.618000000002 |
49373.782999999996 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
19 |
MERRILL LYNCH BANK USA |
UT |
62040.396999999997 |
52546.335999999996 |
5517.8779999999997 |
5517.8779999999997 |
0 |
5517.8779999999997 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
20 |
FIRST TENNESSEE BANK NA |
TN |
36999.286 |
29663.912999999997 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
21 |
FIFTH THIRD BANK |
OH |
57681.559000000001 |
27763.373 |
85.408000000000001 |
21.433 |
63.975000000000001 |
0 |
0 |
0 |
21.433 |
0 |
0 |
0 |
63.975000000000001 |
|
|
22 |
REGIONS BANK |
AL |
80357.053 |
26557.557000000001 |
75 |
75 |
0 |
75 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
23 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36034 |
30765 |
5363 |
5363 |
0 |
0 |
5363 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
24 |
FREMONT INVESTMENT&LOAN |
CA |
12856.49 |
25189.144 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
25 |
BRANCH BANKING&TRUST CO |
NC |
81169.437000000005 |
24233.409 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
5405674.4570000004 |
109751559.68299998 |
5467484.953999999 |
2754485.7729999996 |
2712999.1809999999 |
2640703.0079999994 |
80511.381000000008 |
17816.6 |
15454.784000000001 |
2614538.0129999993 |
74595.421999999991 |
20691.5 |
3174.2460000000001 |
| OTHER 857 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
2425934.943 |
431504.31700001657 |
5010.176000000909 |
4567.0770000005141 |
443.09899999992922 |
4388.4520000005141 |
29.998999999996158 |
0 |
148.61599999999817 |
215.59700000053272 |
-1.999999993131496E-3 |
0 |
227.50399999999991 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
7831609.4000000004 |
110183064 |
5472495.1299999999 |
2759052.85 |
2713442.28 |
2645091.46 |
80541.38 |
17816.6 |
15603.4 |
2614753.61 |
74595.42 |
20691.5 |
3401.75 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
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|
|
|
| TOP 25 COMMERCIAL BANKS & TC: % OF ALL 882 BKS &TCs WITH DERIVATIVES |
|
|
|
|
|
99.908448050094449 |
50.333270429059283 |
49.575177621035174 |
48.254095166275633 |
1.4712005965732127 |
0.32556630160034516 |
0.28240836461009333 |
47.775976970124766 |
1.3630970924226293 |
0.37809992532601849 |
5.8003633161753047E-2 |
| OTHER 857 COMMERCIAL BANKS & TCS: % OF ALL 882 BKS &TCs WITH DERIVATIVES |
|
|
|
|
|
9.1551949905543523E-2 |
8.3455113097570061E-2 |
8.096836807964948E-3 |
8.0191062682599665E-2 |
5.4817773771131994E-4 |
0 |
2.7156899452553404E-3 |
3.9396471788277808E-3 |
-3.6546400601940712E-8 |
0 |
4.15722617554892E-3 |
| TOTAL AMOUNTS FOR ALL 882 BKS & TCS: % OF ALL 882 BKS & TCs WITH DERIVATIVES |
|
|
|
|
|
100 |
50.416725542156861 |
49.583274457843139 |
48.334286228958234 |
1.4717487743109241 |
0.32556630160034516 |
0.28512405455534873 |
47.779916617303591 |
1.3630970558762288 |
0.37809992532601849 |
6.2160859337301963E-2 |
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| Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here. |
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| Note: Numbers may not add due to rounding. |
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| Data source: Call Report, schedule RC-L |
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49
600
600
75
3
46
11
False
False